How to get the smoke animation to disappear after end frame
Note: this answer was posted before the OP specified the BI render engine, I am leaving it in case future viewers are using Cycles.

If you are using Cycles you can make the smoke disappear at a certain frame my simply animating its material.  To do this add a mix shader node and plug your smoke nodes into the bottom socket, leave the top socket empty.  You can then animate the mix factor on the mix shader to make the smoke disappear.



A value of 0.00 will give no smoke while a value of 1.00 will give full smoke.